You'll want to log into to VAN to download the file. Once you're logged in click on "My Requests" as shown in the screenshot below.
Next you'll be redirected to a page with all of your export requests. The filters will default to show you anything incomplete, but you can change those as needed. For a file you would like to download, click the blue download button. From there you'll have some options for download format and can choose what you'd like!
Please note, downloads eventually expire, so if you're not seeing an export available for download that was approved sometime back you will need to re-request the download.